+46.2%
HAS vs SPYG
+100.8%
-54.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -2.7% | -1.6% | -1.2% | -1.9% |
| 3M | +8.9% | +3.4% | +5.6% | +6.7% |
| 6M | -2.9% | +18.9% | -21.8% | -13.0% |
| YTD | +12.6% | +13.8% | -1.2% | +3.6% |
| 1Y | +17.5% | +20.6% | -3.1% | +4.1% |
| 3Y | +46.2% | +100.5% | -54.3% | -18.7% |
| All | +46.2% | +100.8% | -54.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling